On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hsieh, Chung-Han, Yu, Xiao-Rou
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Systems and Control Computational Finance Portfolio Management 91G10, 93E03, 90C17, 90C46, 90C25
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2410.23536